Search function will help you a lot. If you have more specific questions im sure people would be willing to help but if you want a step by step build, probably easier to read about how they are done and pick one that fits what you are trying to do.
All depends how you want to construct the pond, your soil type etc.
Can be as simple as digging and using a liner with a under layer or can beef it up and go with cinder blocks / rio and cement, if you really want to buff it up can do a monolithic cement pour. ( cement ponds need to be sealed also )
Or you can buy a premade pond / fiberglass pool.
Theres quite a few options all with there pros & cons of course.